def __init__(self):
self._a_orderbook_ok = False
self._a_orderbook = None
self._b_orderbook_ok = False
self._b_orderbook = None
self._c_orderbook_ok = False
self._c_orderbook = None
# 交易对象A (ETH/USDT)
params = {
"strategy": config.strategy,
"platform": config.A["platform"],
"symbol": config.A["symbol"],
"account": config.A["account"],
"access_key": config.A["access_key"],
"secret_key": config.A["secret_key"],
"order_update_callback": self.on_event_order_update_callback,
"init_callback": self.on_event_init_callback,
"error_callback": self.on_event_error_callback
}
self._a_trader = Trade(**params)
# 交易对象B (BTC/USDT)
params = {
"strategy": config.strategy,
"platform": config.B["platform"],
"symbol": config.B["symbol"],
"account": config.B["account"],
"access_key": config.B["access_key"],
"secret_key": config.B["secret_key"],
"order_update_callback": self.on_event_order_update_callback,
"init_callback": self.on_event_init_callback,
"error_callback": self.on_event_error_callback
}
self._b_trader = Trade(**params)
# 交易对象C (ETH/BTC)
params = {
"strategy": config.strategy,
"platform": config.C["platform"],
"symbol": config.C["symbol"],
"account": config.C["account"],
"access_key": config.C["access_key"],
"secret_key": config.C["secret_key"],
"order_update_callback": self.on_event_order_update_callback,
"init_callback": self.on_event_init_callback,
"error_callback": self.on_event_error_callback
}
self._c_trader = Trade(**params)
# 订阅行情
MarketSubscribe(const.MARKET_TYPE_ORDERBOOK, config.A["platform"], config.A["platform"], self.on_event_orderbook_update)
MarketSubscribe(const.MARKET_TYPE_ORDERBOOK, config.B["platform"], config.B["platform"], self.on_event_orderbook_update)
MarketSubscribe(const.MARKET_TYPE_ORDERBOOK, config.C["platform"], config.C["platform"], self.on_event_orderbook_update)
# 定时任务
LoopRunTask.register(self.check_orderbook, 60) # 定时每隔60秒检查一次订单薄
def __init__(self, **kwargs):
"""Initialize."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://www.okex.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://real.okex.com:8443"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if not kwargs.get("passphrase"):
e = Error("param passphrase miss")
if e:
logger.error(e, caller=self)
SingleTask.run(kwargs["error_callback"], e)
SingleTask.run(kwargs["init_callback"], False)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = kwargs["platform"]
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._passphrase = kwargs["passphrase"]
self._order_update_callback = kwargs.get("order_update_callback")
self._init_callback = kwargs.get("init_callback")
self._error_callback = kwargs.get("error_callback")
self._raw_symbol = self._symbol.replace("/", "-")
self._order_channel = "spot/order:{symbol}".format(
symbol=self._raw_symbol)
url = self._wss + "/ws/v3"
self._ws = Websocket(url,
self.connected_callback,
process_binary_callback=self.process_binary)
self._assets = {
} # Asset object. e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # Order objects. e.g. {"order_id": Order, ... }
# Initializing our REST API client.
self._rest_api = OKExRestAPI(self._access_key, self._secret_key,
self._passphrase, self._host)
# Create a loop run task to send ping message to server per 5 seconds.
LoopRunTask.register(self._send_heartbeat_msg, 5)
def __init__(self, **kwargs):
"""Initialize Trade module."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://api.binance.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://stream.binance.com:9443"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
SingleTask.run(kwargs["error_callback"], e)
SingleTask.run(kwargs["init_callback"], False)
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = kwargs["platform"]
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._order_update_callback = kwargs.get("order_update_callback")
self._init_callback = kwargs.get("init_callback")
self._error_callback = kwargs.get("error_callback")
self._raw_symbol = self._symbol.replace(
"/", "") # Row symbol name, same as Binance Exchange.
self._listen_key = None # Listen key for Websocket authentication.
self._assets = {
} # Asset data. e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # Order data. e.g. {order_id: order, ... }
# Initialize our REST API client.
self._rest_api = BinanceRestAPI(self._access_key, self._secret_key,
self._host)
# Create a loop run task to reset listen key every 30 minutes.
LoopRunTask.register(self._reset_listen_key, 60 * 30)
# Create a coroutine to initialize Websocket connection.
SingleTask.run(self._init_websocket)
LoopRunTask.register(self._send_heartbeat_msg, 10)
def __init__(self):
self._host = config.rabbitmq.get("host", "localhost")
self._port = config.rabbitmq.get("port", 5672)
self._username = config.rabbitmq.get("username", "guest")
self._password = config.rabbitmq.get("password", "guest")
self._protocol = None
self._channel = None # Connection channel.
self._connected = False # If connect success.
self._subscribers = [] # e.g. `[(event, callback, multi), ...]`
self._event_handler = {} # e.g. `{"exchange:routing_key": [callback_function, ...]}`
# Register a loop run task to check TCP connection's healthy.
LoopRunTask.register(self._check_connection, 10)
# Create MQ connection.
asyncio.get_event_loop().run_until_complete(self.connect())
def __init__(self,
url,
connected_callback=None,
process_callback=None,
process_binary_callback=None,
check_conn_interval=10):
"""Initialize."""
self._url = url
self._connected_callback = connected_callback
self._process_callback = process_callback
self._process_binary_callback = process_binary_callback
self._check_conn_interval = check_conn_interval
self._ws = None # Websocket connection object.
LoopRunTask.register(self._check_connection, self._check_conn_interval)
SingleTask.run(self._connect)
def __init__(self) -> None:
"""
'吃盘口毛刺'的简化策略: 根据实时盘口变化取卖6和卖8的价格,并根据他们的平均价格来挂卖单
即, average_price = (ask6_price + ask8_price) / 2 取指定位数的数据, EOS是4位;
在策略启动的时候判断是否有挂单, 如果有挂单, 判断价格是否已经超过 ask6_price 和 ask8_price 的区间,
如果超过那么撤单后再重新挂单.
"""
self._symbol = "EOSUSDT"
self._action = "SELL"
self._quantity = "2.5"
self._order_id = ""
self._price = 0.0
self._is_ok = False
params = dict(
strategy=config.strategy_name,
platform=config.platform,
symbol=config.symbol,
account=config.account, # 分布式...多个
access_key=config.access_key,
secret_key=config.secret_key,
passphrase=config.passphrase,
order_update_callback=self.on_order_update_callback,
init_callback=self.on_init_callback,
error_callback=self.on_error_callback,
)
self._trade = Trade(**params)
if config.platform == BINANCE:
LoopRunTask.register(self.dynamic_trade_with_binance, interval=2)
elif config.platform == HUOBI:
LoopRunTask.register(self.dynamic_trade_with_huobi, interval=2)
elif config.platform == OKEX:
LoopRunTask.register(self.dynamic_trade_with_okex, interval=2)
else:
logger.error("platform error:", config.platform, caller=self)
quant.stop()